+43.7%
PYPL vs JHX
+143.7%
-100.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.9% |
| 7D | -4.3% | +1.6% | -5.9% | -4.8% |
| 30D | -11.5% | -5.0% | -6.5% | -10.1% |
| 3M | +26.1% | +24.5% | +1.7% | +16.8% |
| 6M | +13.7% | +34.9% | -21.2% | +1.2% |
| YTD | -9.8% | +39.3% | -49.2% | -21.3% |
| 1Y | -22.1% | +48.6% | -70.6% | -33.9% |
| 3Y | -13.5% | -2.0% | -11.5% | -23.0% |
| 5Y | -81.6% | -24.4% | -57.2% | -82.5% |
| 10Y | +38.8% | +109.4% | -70.7% | -16.3% |
| All | +43.7% | +143.7% | -100.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling